Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 1917 | Ticks modelled | 47093185 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 428.24 | Gross profit | 601.13 | Gross loss | -172.89 |
| Profit factor | 3.48 | Expected payoff | 28.55 | ||
| Absolute drawdown | 29.24 | Maximal drawdown | 185.66 (1.80%) | Relative drawdown | 1.80% (185.66) |
| Total trades | 15 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 113.19 | loss trade | -107.05 | |
| Average | profit trade | 60.11 | loss trade | -34.58 | |
| Maximum | consecutive wins (profit in money) | 5 (302.25) | consecutive losses (loss in money) | 3 (-140.39) | |
| Maximal | consecutive profit (count of wins) | 302.25 (5) | consecutive loss (count of losses) | -140.39 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 131.019 | 0.000 | 0.000 | ||
| 2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 131.019 | 129.519 | 132.519 | ||
| 3 | 2022.08.02 14:56 | buy | 2 | 0.10 | 131.771 | 0.000 | 0.000 | ||
| 4 | 2022.08.02 14:56 | modify | 2 | 0.10 | 131.771 | 131.094 | 132.519 | ||
| 5 | 2022.08.02 14:56 | buy | 3 | 0.10 | 131.771 | 0.000 | 0.000 | ||
| 6 | 2022.08.02 14:56 | modify | 3 | 0.10 | 131.771 | 131.544 | 132.519 | ||
| 7 | 2022.08.02 14:56 | modify | 1 | 0.10 | 131.019 | 131.544 | 132.519 | ||
| 8 | 2022.08.02 14:56 | modify | 2 | 0.10 | 131.771 | 131.544 | 132.519 | ||
| 9 | 2022.08.02 15:14 | buy | 4 | 0.10 | 131.919 | 0.000 | 0.000 | ||
| 10 | 2022.08.02 15:14 | modify | 4 | 0.10 | 131.919 | 131.394 | 132.519 | ||
| 11 | 2022.08.02 15:14 | modify | 4 | 0.10 | 131.919 | 131.544 | 132.519 | ||
| 12 | 2022.08.02 17:20 | t/p | 1 | 0.10 | 132.519 | 131.544 | 132.519 | 113.19 | 10113.19 |
| 13 | 2022.08.02 17:20 | t/p | 2 | 0.10 | 132.519 | 131.544 | 132.519 | 56.44 | 10169.63 |
| 14 | 2022.08.02 17:20 | t/p | 3 | 0.10 | 132.519 | 131.544 | 132.519 | 56.44 | 10226.07 |
| 15 | 2022.08.02 17:20 | t/p | 4 | 0.10 | 132.519 | 131.544 | 132.519 | 45.28 | 10271.35 |
| 16 | 2022.09.07 08:00 | sell | 5 | 0.10 | 143.899 | 0.000 | 0.000 | ||
| 17 | 2022.09.07 08:00 | modify | 5 | 0.10 | 143.899 | 145.399 | 142.399 | ||
| 18 | 2022.09.09 03:25 | sell | 6 | 0.10 | 143.135 | 0.000 | 0.000 | ||
| 19 | 2022.09.09 03:25 | modify | 6 | 0.10 | 143.135 | 143.824 | 142.399 | ||
| 20 | 2022.09.09 03:25 | sell | 7 | 0.10 | 143.135 | 0.000 | 0.000 | ||
| 21 | 2022.09.09 03:25 | modify | 7 | 0.10 | 143.135 | 143.374 | 142.399 | ||
| 22 | 2022.09.09 03:25 | modify | 5 | 0.10 | 143.899 | 143.374 | 142.399 | ||
| 23 | 2022.09.09 03:25 | modify | 6 | 0.10 | 143.135 | 143.374 | 142.399 | ||
| 24 | 2022.09.09 03:34 | s/l | 5 | 0.10 | 143.374 | 143.374 | 142.399 | 30.90 | 10302.25 |
| 25 | 2022.09.09 03:34 | s/l | 6 | 0.10 | 143.374 | 143.374 | 142.399 | -16.67 | 10285.58 |
| 26 | 2022.09.09 03:34 | s/l | 7 | 0.10 | 143.374 | 143.374 | 142.399 | -16.67 | 10268.91 |
| 27 | 2022.10.17 08:00 | sell | 8 | 0.10 | 148.648 | 0.000 | 0.000 | ||
| 28 | 2022.10.17 08:00 | modify | 8 | 0.10 | 148.648 | 150.148 | 147.148 | ||
| 29 | 2022.10.20 18:05 | s/l | 8 | 0.10 | 150.148 | 150.148 | 147.148 | -107.05 | 10161.86 |
| 30 | 2023.05.02 04:00 | sell | 9 | 0.10 | 137.493 | 0.000 | 0.000 | ||
| 31 | 2023.05.02 04:00 | modify | 9 | 0.10 | 137.493 | 138.993 | 135.993 | ||
| 32 | 2023.05.02 14:32 | sell | 10 | 0.10 | 136.742 | 0.000 | 0.000 | ||
| 33 | 2023.05.02 14:32 | modify | 10 | 0.10 | 136.742 | 137.418 | 135.993 | ||
| 34 | 2023.05.02 14:32 | sell | 11 | 0.10 | 136.742 | 0.000 | 0.000 | ||
| 35 | 2023.05.02 14:32 | modify | 11 | 0.10 | 136.742 | 136.968 | 135.993 | ||
| 36 | 2023.05.02 14:32 | modify | 9 | 0.10 | 137.493 | 136.968 | 135.993 | ||
| 37 | 2023.05.02 14:32 | modify | 10 | 0.10 | 136.742 | 136.968 | 135.993 | ||
| 38 | 2023.05.02 14:34 | sell | 12 | 0.10 | 136.593 | 0.000 | 0.000 | ||
| 39 | 2023.05.02 14:34 | modify | 12 | 0.10 | 136.593 | 137.118 | 135.993 | ||
| 40 | 2023.05.02 14:34 | modify | 12 | 0.10 | 136.593 | 136.968 | 135.993 | ||
| 41 | 2023.05.03 02:06 | t/p | 9 | 0.10 | 135.993 | 136.968 | 135.993 | 108.87 | 10270.73 |
| 42 | 2023.05.03 02:06 | t/p | 10 | 0.10 | 135.993 | 136.968 | 135.993 | 53.65 | 10324.37 |
| 43 | 2023.05.03 02:06 | t/p | 11 | 0.10 | 135.993 | 136.968 | 135.993 | 53.65 | 10378.02 |
| 44 | 2023.05.03 02:06 | t/p | 12 | 0.10 | 135.993 | 136.968 | 135.993 | 42.69 | 10420.71 |
| 45 | 2023.07.13 04:00 | buy | 13 | 0.10 | 138.536 | 0.000 | 0.000 | ||
| 46 | 2023.07.13 04:00 | modify | 13 | 0.10 | 138.536 | 137.036 | 140.036 | ||
| 47 | 2023.07.17 13:32 | buy | 14 | 0.10 | 139.287 | 0.000 | 0.000 | ||
| 48 | 2023.07.17 13:32 | modify | 14 | 0.10 | 139.287 | 138.611 | 140.036 | ||
| 49 | 2023.07.17 13:32 | buy | 15 | 0.10 | 139.287 | 0.000 | 0.000 | ||
| 50 | 2023.07.17 13:32 | modify | 15 | 0.10 | 139.287 | 139.061 | 140.036 | ||
| 51 | 2023.07.17 13:32 | modify | 13 | 0.10 | 138.536 | 139.061 | 140.036 | ||
| 52 | 2023.07.17 13:32 | modify | 14 | 0.10 | 139.287 | 139.061 | 140.036 | ||
| 53 | 2023.07.17 14:03 | s/l | 13 | 0.10 | 139.061 | 139.061 | 140.036 | 40.03 | 10460.74 |
| 54 | 2023.07.17 14:03 | s/l | 14 | 0.10 | 139.061 | 139.061 | 140.036 | -16.25 | 10444.49 |
| 55 | 2023.07.17 14:03 | s/l | 15 | 0.10 | 139.061 | 139.061 | 140.036 | -16.25 | 10428.24 |